How to start an .exe application with additional commands?

It has been quite a while since I used Windows, but I remember I could edit shortcuts, and add things like "name.exe" -power (just as a quick example).

I remember this made it possible to load additional settings for applications etc. But how can I do something like this with Wine in Ubuntu? I need to load an .exe file, with a .dll file attached to it. The only information I have is that I need to run the following:

Run the .exe file with "/p:name.dll"

How do I do this?